Related papers: Diffusion Approximations for $\text{Cox}/G_t/\inft…
We develop a heavy traffic diffusion limit theorem under nonstandard spatial scaling for the queue length process in a single server queue employing shortest remaining processing time (SRPT). For processing time distributions with unbounded…
We study a single server FIFO queue that offers general service. Each of n customers enter the queue at random time epochs that are inde- pendent and identically distributed. We call this the random scattering traffic model, and the…
For the gang territoriality model \begin{align*} \begin{cases} u_t = D_u \Delta u + \chi_u \nabla \cdot (u \nabla w), \\ v_t = D_v \Delta v + \chi_v \nabla \cdot (v \nabla z), \\ w_t = -w + \frac{v}{1+v}, \\ z_t = -z + \frac{u}{1+u},…
Diffusion models (DMs) have been adopted across diverse fields with its remarkable abilities in capturing intricate data distributions. In this paper, we propose a Fast Diffusion Model (FDM) to significantly speed up DMs from a stochastic…
We study $n$ parallel queues in an extreme heavy-traffic regime: each server works at rate $n$, while jobs arrive to a dispatcher at rate $n^2-(a-b)\sqrt{n}$, with fixed $a>b>0$. Arrivals are routed by a marginal join-the-shortest-queue…
This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…
The article describes the diffusion approximation and the method of its use for evaluation of the effectiveness of active queue management (AQM) mechanisms. The presented model combines the approximation and simulation approaches. The…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
In this thesis, we propose and analyze a multi-server model that captures a performance trade-off between centralized and distributed processing. In our model, a fraction $p$ of an available resource is deployed in a centralized manner…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and the customers waiting in queue may abandon the system without…
Consider a system of $N$ parallel single-server queues with unit-exponential service time distribution and a single dispatcher where tasks arrive as a Poisson process of rate $\lambda(N)$. When a task arrives, the dispatcher assigns it to…
Generative modeling within constrained sets is essential for scientific and engineering applications involving physical, geometric, or safety requirements (e.g., molecular generation, robotics). We present a unified framework for…
This paper investigates the problem of distributed stochastic approximation in multi-agent systems. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a…
Diffusion Transformers (DiT) are powerful generative models but remain computationally intensive due to their iterative structure and deep transformer stacks. To alleviate this inefficiency, we propose \textbf{FastCache}, a…
We propose a unified approach to establishing diffusion approximations for queues with impatient customers within a general framework of scaling customer patience time. The approach consists of two steps. The first step is to show that the…
The paper deals with the fast-slow motions setups in the continuous time $\frac {dX^(t)}{dt}=\frac 1\varepsilon B(X^\varepsilon(t),\xi(t/\varepsilon^2))+b(X^\varepsilon(t),\,\xi(t/\varepsilon^2)),\, t\in [0,T]$ and the discrete time…
We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…
We present a central limit theorem for stationary random fields that are short-range dependent and asymptotically independent. As an application, we present a central limit theorem for an infinite family of interacting It\^o-type diffusion…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…